Photoshop CS3 installation error message

Hello to everyone, I’d like to ask if anyone had this type of problem while trying to finish the installation of Photoshop CS3.
While trying to copy the setup.exe file to my desktop I got a message saying:
“The Finder can't complete the operation because some data in 'AdobePhotoshop10en_US.dmg' can't be read or written. (Error code -36). Ok”.

The installation won’t work from a CD so I don’t have any other ideas on how to solve this.
Thanks in advance.
